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JCTR vs. JPIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCTR vs. JPIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Carbon Transition U.S. Equity ETF (JCTR) and JPMorgan Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

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JCTR vs. JPIE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JCTR
JPMorgan Carbon Transition U.S. Equity ETF
0.00%13.55%24.74%27.51%-18.76%3.44%
JPIE
JPMorgan Income ETF
0.51%7.39%6.32%7.07%-6.13%0.30%

Returns By Period


JCTR

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JPIE

1D
0.10%
1M
-0.44%
YTD
0.51%
6M
2.07%
1Y
5.77%
3Y*
6.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCTR vs. JPIE - Expense Ratio Comparison

JCTR has a 0.15% expense ratio, which is lower than JPIE's 0.41% expense ratio.


Return for Risk

JCTR vs. JPIE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JCTR

JPIE
JPIE Risk / Return Rank: 9696
Overall Rank
JPIE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9898
Omega Ratio Rank
JPIE Calmar Ratio Rank: 9292
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JCTR vs. JPIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition U.S. Equity ETF (JCTR) and JPMorgan Income ETF (JPIE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JCTR vs. JPIE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JCTRJPIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

Correlation

The correlation between JCTR and JPIE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JCTR vs. JPIE - Dividend Comparison

JCTR's dividend yield for the trailing twelve months is around 0.43%, less than JPIE's 5.65% yield.


TTM202520242023202220212020
JCTR
JPMorgan Carbon Transition U.S. Equity ETF
0.43%0.61%1.04%1.88%1.53%1.13%0.13%
JPIE
JPMorgan Income ETF
5.65%5.65%6.11%5.70%4.49%0.63%0.00%

Drawdowns

JCTR vs. JPIE - Drawdown Comparison


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Drawdown Indicators


JCTRJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-9.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.72%

Current Drawdown

Current decline from peak

-0.53%

Average Drawdown

Average peak-to-trough decline

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

Volatility

JCTR vs. JPIE - Volatility Comparison


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Volatility by Period


JCTRJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%